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Report NEP-ETS-2006-09-23
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Harju, Kari & Hussain, Mujahid, 2006, "Intraday Seasonalities and Macroeconomic News Announcements," Working Papers, Hanken School of Economics, number 512, Sep.
- Ahlgren, Niklas & Antell, Jan, 2006, "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers, Hanken School of Economics, number 519, Sep.
- John G. Galbraith & Greg Tkacz, 2006, "How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 2006-13, Sep.
- John G. Galbraith & Serguei Zernov, 2006, "Extreme Dependence In The Nasdaq And S&P Composite Indexes," Departmental Working Papers, McGill University, Department of Economics, number 2006-14, Sep.
- Item repec:qmw:qmwecw:wp566 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp567 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp568 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp569 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp570 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20060674 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2006-067 is not listed on IDEAS anymore
- Baltagi, Badi H., 2006, "Forecasting with panel data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,25.
- Lewis, Kurt F. & Whiteman, Charles H., 2006, "Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,28.